EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: DM240517P00000500

View in yFinance: DM

Toggle Display on View Outlier PnL Page
Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-01-19	DM	DM240517P00000500	0.50	9.0	31.000	1.141	0.568	0.2	0.0	0.000	0.250	0.050	0.05	0.69	2024-05-17	PUT	Long	0.499	0.523	0.155

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	DM	0.636	0.068	0.407	0.242	0.125	-0.074	3.41	-1.704	0.0000	3.41	11.20	21	1y	4.74

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
DM240517P00000500	DM	PUT	Long	0.50	None	$-0.01	-0.20	$0.07	0.10	-0.64	0.05	0.04	0.69	0.62	-0.01	$-1.00	5.00	117	1.0	64.000	0.07	2024-05-15
DM240517P00000500	DM	PUT	Long	0.50	None	$-0.01	-0.20	$0.02	0.03	2.30	0.05	0.04	0.69	0.67	-0.01	$-1.00	5.00	116	1.0	64.000	0.02	2024-05-14
DM240517P00000500	DM	PUT	Long	0.50	None	$-0.01	-0.20	$0.08	0.12	1.42	0.05	0.04	0.69	0.61	-0.01	$-1.00	5.00	115	1.0	64.000	0.08	2024-05-13
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.07	-0.64	0.05	0.05	0.69	0.64	0.00	$0.00	5.00	114	4.0	64.000	0.05	2024-05-12
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	1.48	0.05	0.05	0.69	0.70	0.00	$0.00	5.00	112	1.0	64.000	-0.01	2024-05-10
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.03	-0.04	1.48	0.05	0.05	0.69	0.72	0.00	$0.00	5.00	111	1.0	64.000	-0.03	2024-05-09
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.15	-0.22	1.92	0.05	0.05	0.69	0.84	0.00	$0.00	5.00	110	1.0	64.000	-0.15	2024-05-08
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.14	-0.20	1.73	0.05	0.05	0.69	0.83	0.00	$0.00	5.00	109	4.0	64.000	-0.14	2024-05-07
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.17	-0.25	1.48	0.05	0.05	0.69	0.86	0.00	$0.00	5.00	105	5.0	64.000	-0.17	2024-05-03
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.11	-0.16	-0.64	0.05	0.05	0.69	0.80	0.00	$0.00	5.00	104	5.0	64.000	-0.11	2024-05-02
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.16	-0.23	1.11	0.05	0.05	0.69	0.85	0.00	$0.00	5.00	101	5.0	64.000	-0.16	2024-04-29
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.13	-0.19	-0.64	0.05	0.05	0.69	0.82	0.00	$0.00	5.00	98	5.0	64.000	-0.13	2024-04-26
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.14	-0.20	0.83	0.05	0.05	0.69	0.83	0.00	$0.00	5.00	97	5.0	64.000	-0.14	2024-04-25
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.14	-0.20	0.80	0.05	0.05	0.69	0.83	0.00	$0.00	5.00	96	5.0	64.000	-0.14	2024-04-24
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.16	-0.23	0.80	0.05	0.05	0.69	0.85	0.00	$0.00	5.00	95	5.0	64.000	-0.16	2024-04-23
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.17	-0.25	0.80	0.05	0.05	0.69	0.86	0.00	$0.00	5.00	94	5.0	64.000	-0.17	2024-04-22
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.15	-0.22	0.67	0.05	0.05	0.69	0.84	0.00	$0.00	5.00	91	5.0	64.000	-0.15	2024-04-19
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.14	-0.20	0.61	0.05	0.05	0.69	0.83	0.00	$0.00	5.00	90	5.0	64.000	-0.14	2024-04-18
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.17	-0.25	0.61	0.05	0.05	0.69	0.86	0.00	$0.00	5.00	89	5.0	64.000	-0.17	2024-04-17
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.16	-0.23	1.11	0.05	0.05	0.69	0.85	0.00	$0.00	5.00	88	5.0	64.000	-0.16	2024-04-16
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.17	-0.25	1.08	0.05	0.05	0.69	0.86	0.00	$0.00	5.00	87	5.0	64.000	-0.17	2024-04-15
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.27	-0.39	0.67	0.05	0.05	0.69	0.96	0.00	$0.00	5.00	84	5.0	64.000	-0.27	2024-04-12
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.35	-0.51	0.80	0.05	0.05	0.69	1.04	0.00	$0.00	5.00	83	5.0	64.000	-0.35	2024-04-11
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.43	-0.62	1.39	0.05	0.05	0.69	1.12	0.00	$0.00	5.00	82	5.0	64.000	-0.43	2024-04-10
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.35	-0.51	0.73	0.05	0.05	0.69	1.04	0.00	$0.00	5.00	81	5.0	64.000	-0.35	2024-04-09
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.37	-0.54	1.23	0.05	0.05	0.69	1.06	0.00	$0.00	5.00	80	10.0	64.000	-0.37	2024-04-08
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.24	-0.35	0.48	0.05	0.05	0.69	0.93	0.00	$0.00	5.00	77	10.0	64.000	-0.24	2024-04-05
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.28	-0.41	0.55	0.05	0.05	0.69	0.97	0.00	$0.00	5.00	76	10.0	64.000	-0.28	2024-04-04
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.15	-0.22	0.30	0.05	0.05	0.69	0.84	0.00	$0.00	5.00	75	10.0	64.000	-0.15	2024-04-03
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.16	-0.23	0.30	0.05	0.05	0.69	0.85	0.00	$0.00	5.00	74	10.0	64.000	-0.16	2024-04-02
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.16	-0.23	-0.64	0.05	0.05	0.69	0.85	0.00	$0.00	5.00	73	10.0	64.000	-0.16	2024-04-01
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.19	-0.28	-0.64	0.05	0.05	0.69	0.88	0.00	$0.00	5.00	72	10.0	64.000	-0.19	2024-03-31
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.19	-0.28	0.73	0.05	0.05	0.69	0.88	0.00	$0.00	5.00	71	10.0	64.000	-0.19	2024-03-30
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.19	-0.28	0.70	0.05	0.05	0.69	0.88	0.00	$0.00	5.00	70	10.0	64.000	-0.19	2024-03-29
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.19	-0.28	0.67	0.05	0.05	0.69	0.88	0.00	$0.00	5.00	69	10.0	64.000	-0.19	2024-03-28
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.17	-0.25	0.23	0.05	0.05	0.69	0.86	0.00	$0.00	5.00	68	10.0	64.000	-0.17	2024-03-27
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.08	-0.12	0.05	0.05	0.05	0.69	0.77	0.00	$0.00	5.00	67	10.0	64.000	-0.08	2024-03-26
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.09	-0.13	0.45	0.05	0.05	0.69	0.78	0.00	$0.00	5.00	66	10.0	64.000	-0.09	2024-03-25
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.06	-0.09	-0.05	0.05	0.05	0.69	0.75	0.00	$0.00	5.00	63	10.0	64.000	-0.06	2024-03-22
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.06	-0.09	0.33	0.05	0.05	0.69	0.75	0.00	$0.00	5.00	62	10.0	64.000	-0.06	2024-03-21
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.07	0.30	0.05	0.05	0.69	0.74	0.00	$0.00	5.00	61	10.0	64.000	-0.05	2024-03-20
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.07	-0.08	0.05	0.05	0.69	0.74	0.00	$0.00	5.00	60	10.0	0.000	-0.05	2024-03-19
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.02	0.03	0.08	0.05	0.05	0.69	0.67	0.00	$0.00	5.00	59	10.0	64.000	0.02	2024-03-18
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.04	0.06	0.02	0.05	0.05	0.69	0.65	0.00	$0.00	5.00	56	10.0	64.000	0.04	2024-03-15
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.06	0.09	0.23	0.05	0.05	0.69	0.63	0.00	$0.00	5.00	55	10.0	64.000	0.06	2024-03-14
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.07	-0.02	0.05	0.05	0.69	0.64	0.00	$0.00	5.00	54	10.0	64.000	0.05	2024-03-13
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.04	0.02	0.05	0.05	0.69	0.66	0.00	$0.00	5.00	53	10.0	64.000	0.03	2024-03-12
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.07	0.10	0.48	0.05	0.05	0.69	0.62	0.00	$0.00	5.00	52	10.0	74.000	0.07	2024-03-11
DM240517P00000500	DM	PUT	Long	0.50	None	$-0.02	-0.40	$-0.00	-0.00	-0.27	0.05	0.03	0.69	0.69	-0.02	$-2.00	5.00	49	1.0	74.000	-0.00	2024-03-08
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.33	0.05	0.05	0.69	0.69	0.00	$0.00	5.00	48	20.0	54.000	-0.00	2024-03-07
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.02	0.03	0.56	0.05	0.10	0.69	0.67	0.05	$5.00	5.00	47	5.0	54.000	0.02	2024-03-06
DM240517P00000500	DM	PUT	Long	0.50	None	$0.02	0.40	$0.15	0.22	-0.12	0.05	0.07	0.69	0.54	0.02	$2.00	5.00	46	18.0	49.000	0.15	2024-03-05
DM240517P00000500	DM	PUT	Long	0.50	None	$0.02	0.40	$0.14	0.20	-1.02	0.05	0.07	0.69	0.55	0.02	$2.00	5.00	45	18.0	0.000	0.14	2024-03-04
DM240517P00000500	DM	PUT	Long	0.50	None	$0.02	0.40	$0.08	0.12	0.64	0.05	0.07	0.69	0.61	0.02	$2.00	5.00	44	18.0	49.000	0.08	2024-03-03
DM240517P00000500	DM	PUT	Long	0.50	None	$0.02	0.40	$0.08	0.12	0.64	0.05	0.07	0.69	0.61	0.02	$2.00	5.00	43	18.0	49.000	0.08	2024-03-02
DM240517P00000500	DM	PUT	Long	0.50	None	$0.02	0.40	$0.08	0.12	1.48	0.05	0.07	0.69	0.61	0.02	$2.00	5.00	42	18.0	49.000	0.08	2024-03-01
DM240517P00000500	DM	PUT	Long	0.50	None	$0.02	0.40	$0.07	0.10	0.09	0.05	0.07	0.69	0.62	0.02	$2.00	5.00	41	18.0	49.000	0.07	2024-02-29
DM240517P00000500	DM	PUT	Long	0.50	None	$0.02	0.40	$0.12	0.17	-0.05	0.05	0.07	0.69	0.57	0.02	$2.00	5.00	40	18.0	32.000	0.12	2024-02-28
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.11	0.16	-0.05	0.05	0.10	0.69	0.58	0.05	$5.00	5.00	39	1.0	31.000	0.11	2024-02-27
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.14	0.20	0.11	0.05	0.10	0.69	0.55	0.05	$5.00	5.00	38	1.0	31.000	0.14	2024-02-26
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.17	0.25	0.30	0.05	0.10	0.69	0.52	0.05	$5.00	5.00	37	1.0	31.000	0.17	2024-02-25
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.16	0.23	0.28	0.05	0.10	0.69	0.53	0.05	$5.00	5.00	35	1.0	31.000	0.16	2024-02-23
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.23	0.33	-0.27	0.05	0.10	0.69	0.46	0.05	$5.00	5.00	34	1.0	32.000	0.23	2024-02-22
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.18	0.26	-0.59	0.05	0.10	0.69	0.51	0.05	$5.00	5.00	33	15.0	32.000	0.18	2024-02-21
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.18	0.26	4.11	0.05	0.10	0.69	0.51	0.05	$5.00	5.00	32	15.0	32.000	0.18	2024-02-20
DM240517P00000500	DM	PUT	Long	0.50	None	$0.05	1.00	$0.14	0.20	-0.42	0.05	0.10	0.69	0.55	0.05	$5.00	5.00	31	1.0	32.000	0.14	2024-02-19
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.09	0.13	-0.09	0.05	0.05	0.69	0.60	0.00	$0.00	5.00	21	2.0	31.000	0.09	2024-02-09
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.09	0.13	-0.34	0.05	0.05	0.69	0.60	0.00	$0.00	5.00	20	2.0	31.000	0.09	2024-02-08
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.10	0.14	-0.38	0.05	0.05	0.69	0.59	0.00	$0.00	5.00	19	2.0	31.000	0.10	2024-02-07
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.07	0.10	-0.06	0.05	0.05	0.69	0.62	0.00	$0.00	5.00	18	2.0	31.000	0.07	2024-02-06
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.10	0.14	-1.02	0.05	0.05	0.69	0.59	0.00	$0.00	5.00	17	1.0	31.000	0.10	2024-02-05
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.07	0.10	-1.02	0.05	0.05	0.69	0.62	0.00	$0.00	5.00	16	1.0	31.000	0.07	2024-02-04
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.07	0.10	-0.08	0.05	0.05	0.69	0.62	0.00	$0.00	5.00	14	1.0	31.000	0.07	2024-02-02
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.07	0.10	-0.08	0.05	0.05	0.69	0.62	0.00	$0.00	5.00	13	1.0	31.000	0.07	2024-02-01
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.04	0.06	-0.27	0.05	0.05	0.69	0.65	0.00	$0.00	5.00	12	1.0	31.000	0.04	2024-01-31
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.08	0.12	-1.02	0.05	0.05	0.69	0.61	0.00	$0.00	5.00	11	9.0	31.000	0.08	2024-01-30
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.06	0.09	-0.08	0.05	0.05	0.69	0.63	0.00	$0.00	5.00	10	9.0	31.000	0.06	2024-01-29
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.06	0.09	-0.30	0.05	0.05	0.69	0.63	0.00	$0.00	5.00	9	9.0	31.000	0.06	2024-01-28
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.06	0.09	-0.30	0.05	0.05	0.69	0.63	0.00	$0.00	5.00	8	9.0	31.000	0.06	2024-01-27
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.07	-0.06	0.05	0.05	0.69	0.64	0.00	$0.00	5.00	7	9.0	31.000	0.05	2024-01-26
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.05	0.07	-0.30	0.05	0.05	0.69	0.64	0.00	$0.00	5.00	6	9.0	31.000	0.05	2024-01-25
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$0.08	0.12	-0.36	0.05	0.05	0.69	0.61	0.00	$0.00	5.00	5	9.0	31.000	0.08	2024-01-24
DM240517P00000500	DM	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.02	-0.03	-0.17	0.05	0.05	0.69	0.71	0.00	$0.00	5.00	4	9.0	31.000	-0.02	2024-01-23
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.01	-0.01	-0.20	0.05	0.05	0.69	0.70	0.00	$0.00	5.00	3	9.0	31.000	-0.01	2024-01-22
DM240517P00000500	DM	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	0.69	0.69	0.00	$0.00	5.00	0	9.0	31.000	-0.00	2024-01-19

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl